+189.4%
WEC vs TYL
+169.5%
+19.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +1.4% | +4.3% | -2.9% | +0.8% |
| 30D | +12.8% | +28.0% | -15.2% | +8.9% |
| 3M | +11.2% | +32.3% | -21.1% | +6.7% |
| 6M | +6.6% | +29.9% | -23.3% | +2.1% |
| YTD | +13.8% | -7.1% | +20.9% | +14.3% |
| 1Y | +7.6% | -9.2% | +16.9% | +8.4% |
| 3Y | +62.2% | +0.7% | +61.5% | +58.1% |
| 5Y | +52.0% | -21.1% | +73.0% | +52.0% |
| 10Y | +189.4% | +180.8% | +8.6% | +134.4% |
| All | +189.4% | +169.5% | +19.8% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling